How do I calculate the cv for observation errors from a time series of actual values and a time series of values with observation error?

Asked Aug 30 '16 at 12:45

Active Sep 06 '16 at 13:24

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I have a time series of actual values.

I also have a time series consisting of values with observation error.

Assuming that the observation errors are normally distributed, independent of one another and are proportional to the actual values, how can I calculate the coefficient of variation for the observation errors?

edited Sep 06 '16 at 13:24

kjetil b halvorsen

77,844

asked Aug 30 '16 at 12:45

Kneef

How do I calculate the cv for observation errors from a time series of actual values and a time series of values with observation error?

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